Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47754.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46359.79 Kr¶

PnL: ---------------------------------------> -528.78 Kr¶

DD now: ---------------------------------> -1.8 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:28:17.873898'

Anic Portfolio¶

Today¶

Return: 0.465 %¶

This Week¶

Return: 0.465 %¶

Total¶

Return: 56.337 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.000000 3135.600000 164.600000 5.540000 2971.000006
HEBA B 70 0.000000 2793.000000 157.000000 5.960000 2636.000010
Corem Property Group B 59 1.830000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.000000 425.000000 70.000000 19.720000 355.000000
HMS Networks 2 0.960000 718.800000 45.800000 6.810000 673.000000
Nordea Bank Abp 29 0.860000 3478.840000 24.840000 0.720000 3453.999992
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 1.020000 261.840000 15.840000 6.440000 246.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Intrum 4 1.390000 539.800000 12.800000 2.430000 527.000000
Midsona B 63 0.320000 594.090000 11.090000 1.900000 582.999984
OEM International B 7 0.130000 537.600000 9.600000 1.820000 527.999997
Norva24 Group 16 -0.170000 552.320000 9.320000 1.720000 543.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Essity B 2 0.870000 581.400000 7.400000 1.290000 574.000000
Coor Service Management Hold. 8 -1.390000 538.400000 6.400000 1.200000 532.000000
Resurs Holding 22 -0.790000 580.360000 6.360000 1.110000 573.999998
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Handelsbanken A 5 0.500000 548.500000 2.500000 0.460000 546.000000
Securitas B 6 0.660000 567.360000 -2.640000 -0.460000 570.000000
Boozt 12 -1.150000 1651.200000 -2.800000 -0.170000 1653.999996
Swedbank A 3 -0.510000 558.150000 -5.850000 -1.040000 564.000000
CTEK 13 0.480000 520.390000 -13.610000 -2.550000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 1.000000 3315.200000 -61.800000 -1.830000 3377.000000
International Petroleum Corp. 5 1.150000 526.500000 -68.070000 -11.450000 594.565215
Vivesto 1368 -0.620000 530.240000 -82.760000 -13.500000 612.999432
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 0.060000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 -0.220000 3547.700000 -208.300000 -5.550000 3756.000001
Fasadgruppen Group 35 2.630000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 2.430000 3068.000000 -294.000000 -8.740000 3361.999992
TOTAL 46359.790000 -528.780000 -1.79976% 46888.564618

Updated:¶

'2023-01-16 09:28:30.279267'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶